Zero Lag Least Squares Moving Average (ZLSMA)

Category: trend

A Zero Lag version of the Least Squares Moving Average (LRMA) that applies a zero-lag correction formula to reduce delay, with an optional Heiken Ashi smoothing input.

Formula

\text{ZLSMA} = 2 \times \text{LRMA}(period) - \text{LRMA}(\text{LRMA}(period))\\ \text{where LRMA} = 3 \times \text{WMA} - 2 \times \text{SMA} \text{ (Least Squares definition)}

Inputs

• LRPeriod (default: 14)
• HeikenAshi (default: true)

See signal primitives and every published strategy that uses Zero Lag Least Squares Moving Average (ZLSMA) on WOBR StrategyVerse.